Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. Join them; it only takes a minute:

Sign up
Here's how it works:
  1. Anybody can ask a question
  2. Anybody can answer
  3. The best answers are voted up and rise to the top

We have an infinite sequence of random variables which are exchangeable. Could we say that each finite subsequence of this sequence is again exchangeable?

share|cite|improve this question

By definition, an infinite collection of random variables is said to be exchangeable if every finite subset of those variables is exchangeable. (See definition 1.11 in Schervich's book "Theory of statistics" (p.7).

A finite collection of finite random variables is said to be exchangeable if their distribution is invariant under permutations.

share|cite|improve this answer

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Not the answer you're looking for? Browse other questions tagged or ask your own question.